+259.0%
ECHO vs PEG
+35.7%
+223.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.7% |
| 7D | +8.6% | +1.0% | +7.5% | +8.1% |
| 30D | +3.8% | -1.9% | +5.6% | +4.6% |
| 3M | -19.9% | -3.7% | -16.2% | -18.8% |
| 6M | -12.1% | -9.4% | -2.6% | -8.6% |
| YTD | -14.1% | -6.0% | -8.1% | -12.4% |
| 1Y | +15.9% | -4.4% | +20.2% | +16.6% |
| 3Y | +417.8% | +33.5% | +384.3% | +349.2% |
| All | +259.0% | +35.7% | +223.3% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling